+85.8%
VUG vs QS
-20.1%
+106.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | +0.9% | +2.2% | -1.3% | +0.7% |
| 30D | -1.4% | -8.1% | +6.6% | -0.8% |
| 3M | +2.3% | -27.0% | +29.4% | +4.4% |
| 6M | +15.7% | -16.4% | +32.1% | +16.6% |
| YTD | +8.6% | -46.4% | +55.0% | +12.3% |
| 1Y | +14.1% | -41.1% | +55.1% | +16.1% |
| All | +85.8% | -20.1% | +106.0% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling